Hegelund was discovered while shopping in Copenhagen, Denmark, in November 2005, and signed with Ford Models that same month. Two weeks later she appeared on her first cover for German Elle magazine.
In 2008 Hegelund was photographed several times by Steven Meisel, including the cover of Vogue Italia in February 2008. and advertising campaigns for Calvin Klein Ck Jeans, Pringle of Scotland, and Alberta Ferretti.

Hegelund appeared in the March 2011 British Harper's Bazaar editorial, photographed by Jonas Bresnan.